RNGTest control file keywords

Keyword 'accurate'

Select the accurate algorithm for uniform RNG

This keyword is used to select the accurate method used to generate uniform random numbers using the Intel Math Kernel Library (MKL) random number generators. Valid options are 'standard' and 'accurate'.

Keyword 'beta_method'

Select an Intel MKL beta RNG method

This keyword is used to specify the method used to generate beta random numbers using the Intel Math Kernel Library (MKL) random number generators. Valid options are 'cja' and 'cja_accurate'.

Expected type: string

Expected valid choices: 'cja' | 'cja_accurate'

Keyword 'bigcrush'

Select RNG battery BigCrush

This keyword is used to introduce the description of the random number generator test suite, i.e., battery, 'BigCrush'. BigCrush is a suite of very stringent statistical tests, O(100), defined in TestU01, a library for the empirical testing of random number generators. For more info, see http://www.iro.umontreal.ca/~simardr/testu01/tu01.html.

Keyword 'boxmuller'

Select the Box-Muller algorithm for sampling a Gaussian

This keyword is used to select the Box-Muller method used to generate Gaussian random numbers using the Intel Math Kernel Library (MKL) random random number generators. Valid options are 'boxmuller', 'boxmuller2', and 'icdf'.

Keyword 'boxmuller2'

Select the Box-Muller 2 algorithm for sampling a Gaussian

This keyword is used to specify the Box-Muller 2 method used to generate Gaussian random numbers using the Intel Math Kernel Library (MKL) random number generators.

Keyword 'cja'

Select the Cheng, Johnk, Atkinson algorithm for sampling a beta

This keyword is used to select the Cheng-Johnk-Atkinson method used to generate beta random numbers using the Intel Math Kernel Library (MKL) random number generators.

Keyword 'cja_accurate'

Select the accurate Cheng, Johnk, Atkinson algorithm for sampling a beta

This keyword is used to select the accurate version of the Cheng-Johnk-Atkinson method used to generate beta random numbers using the Intel Math Kernel Library (MKL) random number generators.

Keyword 'crush'

Select RNG battery Crush

This keyword is used to introduce the description of the random number generator test suite, i.e., battery, 'Crush'. Crush is a suite of stringent statistical tests, O(100), defined in TestU01, a library for the empirical testing of random number generators. For more info, see http://www.iro.umontreal.ca/~simardr/testu01/tu01.html.

Keyword 'end'

End of an input block

The end of a block is given by the 'end' keyword in the input file. Example: "rngs ... end".

Keyword 'gamma_method'

Select an Intel MKL gamma RNG method

This keyword is used to specify the method used to generate gamma random numbers using the Intel Math Kernel Library (MKL) random number generators. Valid options are 'gnorm' and 'gnorm_accurate'.

Expected type: string

Expected valid choices: 'gnorm' | 'gnorm_accurate'

Keyword 'gaussian_method'

Select an Intel MKL Gaussian RNG method

This keyword is used to specify the method used to generate Gaussian random numbers using the Intel Math Kernel Library (MKL) random number generators. Valid options are 'boxmuller', 'boxmuller2', and 'icdf'.

Expected type: string

Expected valid choices: 'boxmuller' | 'boxmuller2' | 'icdf'

Keyword 'gaussianmv_method'

Select an Intel MKL multi-variate Gaussian RNG method

This keyword is used to specify the method used to generate multi-variate Gaussian random numbers using the Intel Math Kernel Library (MKL) random number generators. Valid options are 'boxmuller', 'boxmuller2', and 'icdf'.

Expected type: string

Expected valid choices: 'boxmuller' | 'boxmuller2' | 'icdf'

Keyword 'gnorm'

Select the GNORM (see MKL doc) algorithm for sampling a gamma

This keyword is used to select the GNORM method used to generate gamma random numbers using the Intel Math Kernel Library (MKL) random number generators.

Keyword 'gnorm_accurate'

Select the accurate GNORM (see MKL doc) algorithm for sampling a gamma

This keyword is used to select the accurate version of the GNORM method used to generate gamma random numbers using the Intel Math Kernel Library (MKL) random number generator.

Keyword 'icdf'

Use inverse cumulative distribution function for sampling a Gaussian

This keyword is used to specify the inverse cumulative distribution function (ICDF) method used to generate Gaussian random numbers using the Intel Math Kernel Library (MKL) random number generators.

Keyword 'mkl_mcg31'

Select Intel MKL MCG31 RNG

This keyword is used to select 'VSL_BRNG_MCG31', a 31-bit multiplicative congruential random number generator, provided by Intel's Math Kernel Library (MKL).

Keyword 'mkl_mcg59'

Select Intel MKL MCG59 RNG

This keyword is used to select 'VSL_BRNG_MCG59', a 59-bit multiplicative congruential random number generator, provided by Intel's Math Kernel Library (MKL).

Keyword 'mkl_mrg32k3a'

Select Intel MKL MRG32K3A RNG

This keyword is used to select 'VSL_BRNG_MRG32K3A', a combined multiple recursive random number generator with two components of order 3, provided by Intel's Math Kernel Library (MKL).

Keyword 'mkl_mt19937'

Select Intel MKL MT19937 RNG

This keyword is used to select 'VSL_BRNG_MT19937', a Mersenne Twister pseudorandom number generator, provided by Intel's Math Kernel Library (MKL).

Keyword 'mkl_mt2203'

Select Intel MKL MT2203 RNG

This keyword is used to select 'VSL_BRNG_MT2203', a set of 6024 Mersenne Twister pseudorandom number generators, available in Intel's Math Kernel Library (MKL).

Keyword 'mkl_niederr'

Select Intel MKL NIEDERR RNG

This keyword is used to select 'VSL_BRNG_NIEDERR', a 32-bit Gray code-based random number generator, producing low-discrepancy sequences for dimensions 1 .le. s .le. 318 with available user-defined dimensions, provided by Intel's Math Kernel Library (MKL).

Keyword 'mkl_nondeterm'

Select Intel MKL NONDETERM RNG

This keyword is used to select 'VSL_BRNG_NONDETERM', a non-deterministic random number generator, provided by Intel's Math Kernel Library (MKL).

Keyword 'mkl_r250'

Select Intel MKL R250 RNG

This keyword is used to select 'VSL_BRNG_R250', a generalized feedback shift register random number generator, provided by Intel's Math Kernel Library (MKL).

Keyword 'mkl_sfmt19937'

Select Intel MKL SFMT19937 RNG

This keyword is used to select 'VSL_BRNG_SFMT19937', a SIMD-oriented Fast Mersenne Twister pseudorandom number generator, provided by Intel's Math Kernel Library (MKL).

Keyword 'mkl_sobol'

Select Intel MKL SOBOL RNG

This keyword is used to select 'VSL_BRNG_SOBOL', a 32-bit Gray code-based random number generator, producing low-discrepancy sequences for dimensions 1 .le. s .le. 40 with available user-defined dimensions, provided by Intel's Math Kernel Library (MKL).

Keyword 'mkl_wh'

Select Intel MKL WH RNG

This keyword is used to select 'VSL_BRNG_WH', a set of 273 Wichmann-Hill combined multiplicative congruential random number generators, provided by Intel's Math Kernel Library (MKL).

Keyword 'r123_philox'

Select Random123 Philox RNG

This keyword is used to select the Philox generator, based on Feistel network and integer multiplication, provided by the Random123 random number generator library. For more info on Random123 see http://dl.acm.org/citation.cfm?doid=2063405.

Keyword 'r123_threefry'

Select Random123 ThreeFry RNG

This keyword is used to select the ThreeFry generator, related to the Threefish block cipher from Skein Hash Function, provided by the Random123 random number generator library. For more info on Random123 see http://dl.acm.org/citation.cfm?doid=2063405.

Keyword 'rngsse_gm19'

Select RNGSSE GM19 RNG

This keyword is used to select the GM19 random number generator, using a method based on parallel evolution of an ensemble of transformations of a two-dimensional torus, provided by the RNGSSE2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_gm29'

Select RNGSSE GM29 RNG

This keyword is used to select the GM29 generator, using a method based on parallel evolution of an ensemble of transformations of a two-dimensional torus, provided by the RNGSSE2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_gm31'

Select RNGSSE GM31 RNG

This keyword is used to select the GM31 generator, using a method based on parallel evolution of an ensemble of transformations of a two-dimensional torus, provided by the RNGSSE2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_gm55'

Select RNGSSE GM55 RNG

This keyword is used to select the GM55 generator, using a method based on parallel evolution of an ensemble of transformations of a two-dimensional torus, provided by the RNGSSE2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_gm61'

Select RNGSSE GM61 RNG

This keyword is used to select the GM61 generator, using a method based on parallel evolution of an ensemble of transformations of a two-dimensional torus, provided by the RNGSSE2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_gq58.1'

Select RNGSSE GQ58.1 RNG

This keyword is used to select the GQ58.1 generator, using a method based on parallel evolution of an ensemble of transformations of a two-dimensional torus, provided by the RNGSSE2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_gq58.3'

Select RNGSSE GQ58.3 RNG

This keyword is used to select the GQ58.3 generator, using a method based on parallel evolution of an ensemble of transformations of a two-dimensional torus, provided by the RNGSS2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_gq58.4'

Select RNGSSE GQ58.4 RNG

This keyword is used to select the GQ58.4 generator, using a method based on parallel evolution of an ensemble of transformations of a two-dimensional torus, provided by the RNGSSE2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_lfsr113'

Select RNGSSE LFSR113 RNG

This keyword is used to select the LFSR113 generator, provided by the RNGSSE2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_mrg32k3a'

Select RNGSSE MRG32K3A RNG

This keyword is used to select the MRG32K3A generator, a combined multiple recursive random number generator with two components of order 3, provided by the RNGSS2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'rngsse_mt19937'

Select RNGSSE MT19937 RNG

This keyword is used to select the MT19937 generator, a Mersenne Twister generator, provided by the RNGSSE2 random number generator library. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Keyword 'seed'

Set random number generator seed

This keyword is used to specify a seed for a random number generator Example: rngmkl_mcg31 seed 1234 end

Expected type: uint

Keyword 'seqlen'

Specify the RNGSSE RNG sequence length

This keyword is used to select a random number generator sequence length, used by the RNGSSE2 random number generator library. Valid options are 'short', 'medium', and 'long'. For more info on RNGSSE see https://doi.org/10.1016/j.cpc.2011.03.022.

Expected type: string

Expected valid choices: 'short' | 'medium' | 'long'

Keyword 'smallcrush'

Select RNG battery SmallCrush

This keyword is used to introduce the description of the random number generator test suite, i.e., battery, 'SmallCrush'. SmallCrush is a battery of relatively small number, O(10), of tests, defined in TestU01, a library for the empirical testing of random number generators. For more " info, see http://www.iro.umontreal.ca/~simardr/testu01/tu01.html.

Keyword 'standard'

Select the standard algorithm for uniform RNG

This keyword is used to select the standard method used to generate uniform random numbers using the Intel Math Kernel Library (MKL) random number generators. Valid options are 'standard' and 'accurate'.

Keyword 'title'

Set analysis title

The analysis title may be specified in the input file using the 'title' keyword. The 'title' keyword must be followed by a double-quoted string specifying the analysis title. Example: title "Example problem". Specifying a title is optional.

Expected type: string

Keyword 'uniform_method'

Select an Intel MKL uniform RNG method

This keyword is used to specify the method used to generate uniform random numbers using the Intel Math Kernel Library (MKL) random number generators. Valid options are 'standard' and 'accurate'.

Expected type: string

Expected valid choices: 'standard' | 'accurate'